+254.2%
HD vs ALK
-41.7%
+295.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.0% |
| 7D | +4.3% | +9.0% | -4.7% | +2.2% |
| 30D | +20.2% | -1.6% | +21.8% | +20.5% |
| 3M | -1.0% | -23.2% | +22.2% | +5.0% |
| 6M | +7.9% | -3.9% | +11.8% | +8.0% |
| YTD | +2.0% | -22.6% | +24.6% | +6.1% |
| 1Y | -4.3% | -5.3% | +1.0% | -5.3% |
| 3Y | +25.9% | +18.6% | +7.4% | +12.1% |
| 5Y | +5.8% | -34.4% | +40.2% | +6.8% |
| All | +254.2% | -41.7% | +295.9% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling